Stock and ETF performance explorer

APH vs FIG

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1mo.

Portfolio and benchmark returns by period
Period	Portfolio	FIG	Excess	Alpha
1D	-47.8%	-12.3%	-35.5%	N/A
7D	-48.7%	-21.2%	-27.5%	N/A
30D	-51.9%	-14.3%	-37.6%	N/A
All	-51.7%	-2.4%	-49.3%	N/A

Daily percentage return beside FIG.

Portfolio return minus FIG return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1mo: compounded portfolio wealth divided by compounded FIG wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.